Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 1,63% | 0,64 CHF | 0,65 CHF | 154 000 | 154 000 | 69 420 | 69 420 | 43 229 CHF | 43 925 CHF | 99,86% | 99,86% |
14/08/2024 | 1,68% | 0,60 CHF | 0,61 CHF | 158 000 | 158 000 | 70 647 | 70 647 | 42 032 CHF | 42 740 CHF | 99,26% | 99,26% |
13/08/2024 | 1,77% | 0,61 CHF | 0,62 CHF | 156 000 | 156 000 | 71 048 | 71 048 | 40 996 CHF | 41 708 CHF | 99,99% | 99,99% |
12/08/2024 | 1,72% | 0,58 CHF | 0,59 CHF | 158 000 | 158 000 | 70 294 | 70 294 | 40 950 CHF | 41 656 CHF | 99,83% | 99,83% |
09/08/2024 | 2,56% | 0,59 CHF | 0,60 CHF | 158 000 | 158 000 | 51 599 | 51 599 | 33 471 CHF | 34 163 CHF | 99,89% | 99,89% |
08/08/2024 | 1,65% | 0,67 CHF | 0,68 CHF | 154 000 | 154 000 | 70 298 | 70 298 | 44 154 CHF | 44 859 CHF | 100,00% | 100,00% |
07/08/2024 | 1,60% | 0,65 CHF | 0,66 CHF | 154 000 | 154 000 | 69 740 | 69 740 | 44 807 CHF | 45 506 CHF | 99,98% | 99,98% |
06/08/2024 | 1,74% | 0,65 CHF | 0,66 CHF | 156 000 | 156 000 | 70 655 | 70 655 | 45 993 CHF | 46 747 CHF | 97,72% | 97,72% |
02/08/2024 | 1,38% | 0,71 CHF | 0,72 CHF | 152 000 | 152 000 | 67 351 | 67 351 | 50 172 CHF | 50 847 CHF | 99,86% | 99,86% |
30/07/2024 | 1,29% | 0,79 CHF | 0,80 CHF | 146 000 | 146 000 | 65 651 | 65 651 | 51 890 CHF | 52 548 CHF | 99,89% | 99,89% |